+29.8%
XEL vs FROG
+21.7%
+8.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +1.3% | -5.5% | +6.8% | +1.3% |
| 30D | -1.5% | -3.1% | +1.6% | -1.5% |
| 3M | -0.2% | +1.2% | -1.4% | -0.2% |
| 6M | -5.4% | +113.7% | -119.1% | -5.8% |
| YTD | +5.6% | +38.9% | -33.2% | +5.6% |
| 1Y | +10.5% | +72.0% | -61.5% | +10.1% |
| 3Y | +49.2% | +217.1% | -167.9% | +46.4% |
| 5Y | +30.1% | +130.6% | -100.5% | +26.9% |
| All | +29.8% | +21.7% | +8.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling